+3,042.8%
SPY vs SCHW
+15,287.6%
-12,244.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +4.7% | +20.6% | -15.8% | -0.5% |
| 6M | +12.5% | +15.9% | -3.4% | +7.7% |
| YTD | +11.7% | +8.5% | +3.2% | +8.6% |
| 1Y | +17.5% | +17.8% | -0.4% | +11.6% |
| 3Y | +76.6% | +88.5% | -12.0% | +46.5% |
| 5Y | +82.0% | +60.6% | +21.4% | +53.1% |
| 10Y | +317.1% | +298.0% | +19.1% | +166.4% |
| All | +3,042.8% | +15,287.6% | -12,244.8% | +722.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling